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CA  >  Actuarial Science  >  Currículo  >  Solvency Models

Master in Actuarial Science

Plano Curricular Actuarial Science


Solvency Models (MSOLV)

UC Competência

Solvency Models(Gestão)

UC Execução

Solvency Models (2020/2021 - Semestre 1)
Modelos de Solvência (2019/2020 - Semestre 1)
Modelos de Solvência (2018/2019 - Semestre 1)
Modelos de Solvência (2017/2018 - Semestre 1)
Modelos de Solvência (2016/2017 - Semestre 1)
Modelos de Solvência (2015/2016 - Semestre 1)
Modelos de Solvência (2014/2015 - Semestre 1)
Modelos de Solvência (2013/2014 - Semestre 1)
Modelos de Solvência (2012/2013 - Semestre 1)

Contextos

Grupo: Actuarial Science > 2º Ciclo > Unidades Curriculares Obrigatórias

Período: 2 Ano, 1 Semestre

Peso

4.0 (para cálculo da média)

Objectivos

.to introduce the objectives and specificities of regulation of the insurance sector;
. to understand the risk associated to the assurance sector and their dynamics;
. To introduce the European supervisory architecture implemented in 2011;
.to introduce the new European regulatory regime-Solvency II;
.to gather knowledge of the Pillar I aspects of Solvency II, namely the valuation of assets and liabilities, technical provisions, own funds and capital requirements (SCR and MCR);
.no gather knowledge of the Pillar II, namely the system of governance, ORSA, capital add-ons and supervisory review process;
.no gather knowledge of the Pilar III aspects of Solvency II, namely requirements on public disclosure and reporting to supervisors.
The main competences to be developed are:
.the ability to identify and understand the dynamics of risks underlying insurance activities;
.the ability to perceive and interpret the regulatory requirements applicable to the insurance factor.

Programa

.Insurance basics and need for regulation
.European financial supervision architecture
.Risk fundamentals
.New European regulatory regime: Solvency II

Metodologia de avaliação

Classes will combine Theory and Practice, with the presentation and discussion of slides. Students will be evaluated through a group work and respective presentation in class (weight of 30%)and an exam (weight of 70%).However, the grade of the exam should in no case be less than 8.0 (noun-rounded mark).

Bibliografia

Principal

A Global Framework for Insurer Solvency Assessment

International Actuarial Association

2004

.

on the taking-up and pursuit of the business of Insurance an Reinsurance (Solvency II)

Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009

2009

supplementing directive 2009/138/EC

Commission Delegated Regulation (EU) 2015/35 of October 2014

2015

Secundária

Não existem referências bibliográficas secundárias.